Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41090.43 Day 39 Yes 1123.50 31-90 Days L-11 39325.42 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33027.18 Day 39 Yes 471.44 31-90 Days L-2 33046.16 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5735.43 Day 39 No 94.46 31-90 Days L-3 5494.00 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18481.47 Day 39 No 645.57 <7 Days L-4 18600.09 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26473.44 Day 39 Yes 264.09 7-30 Days L-5 25377.29 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7409.01 Day 39 No 100.33 7-30 Days L-6 6697.78 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30246.86 Day 39 Yes 1245.53 31-90 Days L-7 29717.89 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10016.08 Day 39 Yes 311.15 7-30 Days L-8 9329.12 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43213.05 Day 39 Yes 1041.81 <7 Days L-9 40611.35 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29323.67 Day 39 Yes 412.92 31-90 Days LC-1 30888.64 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13480.86 Day 39 Yes 246.07 <7 Days LC-2 13144.87 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25683.44 Day 39 Yes 987.98 31-90 Days N-1 26817.23 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24666.04 Day 39 Yes 925.08 <7 Days N-2 25662.40 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27532.79 Day 39 No 15.02 <7 Days N-3 26291.15 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36734.18 Day 39 Yes 467.99 7-30 Days N-4 33464.42 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8558.89 Day 39 No 352.12 7-30 Days N-5 8006.97 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43525.83 Day 39 No 882.44 <7 Days N-6 45444.65 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5612.24 Day 39 Yes 236.55 7-30 Days N-7 5897.54 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7558.77 Day 39 No 65.07 31-90 Days P-1 7839.31 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19825.43 Day 39 Yes 769.79 31-90 Days P-2 19643.90 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40545.41 Day 39 Yes 1258.21 <7 Days S-8 43738.45 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1350.48 Day 39 No 25.27 7-30 Days Y-1 1326.19 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3992.62 Day 39 No 164.29 <7 Days Y-2 4297.16 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13472.56 Day 39 Yes 38.25 31-90 Days Y-3 13951.61 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4474.48 Day 39 No 150.14 <7 Days Y-4 4514.90 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance